+3.6%
NVT vs CRL
+85.3%
-81.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -7.3% | -5.4% | -11.1% |
| 7D | -19.5% | -12.8% | -6.7% | -17.1% |
| 30D | -32.4% | +5.0% | -37.4% | -32.2% |
| 3M | -30.3% | +39.4% | -69.7% | -32.7% |
| 6M | -30.4% | +89.4% | -119.8% | -36.3% |
| YTD | +11.3% | +63.6% | -52.2% | +2.9% |
| 1Y | +3.6% | +83.5% | -79.9% | -3.7% |
| All | +3.6% | +85.3% | -81.8% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling